Introduction | Packages | Workflow | Building a grouped tourism structure | Fitting base forecasts | Reconciling base forecasts | Inspecting reconciliation output | Computing time series features | Reducing the feature space with PCA | Joining features, node inclusion, and accuracy | Visualizing series inclusion in feature space | Examining interpretable features directly | Comparing behavior across travel purpose | Interpreting the results | Beyond summing constraints | Using averages instead of sums | Current limitations and extensions
Package: icomb 0.2.0
Shanika Wickramasuriya
icomb: Forecasting Hierarchical Time Series Using Information Combination
Implements the Information Combination (IComb) approach proposed by Nguyen, Vahid and Wickramasuriya (2025)<https://www.monash.edu/business/ebs/research/publications/ebs/2025/wp11-2025.pdf> for hierarchical forecast reconciliation. The method combines information from base forecasts constructed using different information sets while ensuring coherence. It is implemented using a penalized regression-based framework.
Authors:
icomb_0.2.0.tar.gz
icomb_0.2.0.zip(r-4.7-any)icomb_0.2.0.zip(r-4.6-any)icomb_0.2.0.zip(r-4.5-any)
icomb_0.2.0.tgz(r-4.6-any)icomb_0.2.0.tgz(r-4.5-any)
icomb_0.2.0.tar.gz(r-4.7-any)icomb_0.2.0.tar.gz(r-4.6-any)
icomb_0.2.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
icomb/json (API)
| # Install 'icomb' in R: |
| install.packages('icomb', repos = c('https://shanikalw.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/shanikalw/icomb/issues
Pkgdown/docs site:https://shanikalw.github.io
Last updated from:9a54ca6468. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 195 | ||
| source / vignettes | OK | 492 | ||
| linux-release | OK | 163 | ||
| macos-release | OK | 258 | ||
| macos-oldrel | OK | 243 | ||
| windows-devel | OK | 153 | ||
| windows-release | OK | 157 | ||
| windows-oldrel | OK | 159 | ||
| wasm-release | OK | 150 |
Exports:forecastglanceicomblambda_path
Dependencies:anytimeBHclicodetoolscpp11digestdistributionaldplyrfabletoolsfarverforeachfuturefuture.applygenericsggdistggplot2glmnetglobalsgluegtableisobanditeratorslabelinglatticelifecyclelistenvlubridatemagrittrMatrixnumDerivparallellypillarpkgconfigprogressrpurrrquadprogR6RColorBrewerRcppRcppEigenrlangS7scalesshapestringistringrsurvivaltibbletidyrtidyselecttimechangetsibbleutf8vctrsviridisLitewithr
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Produce coherent forecasts using the information combination method | forecast.mdl_icomb_lst |
| Glance a mable which contains an information combination reconciliation method | glance.mdl_icomb_lst |
| Information combination reconciliation | icomb |
| Calculate a sequence of penalty parameters | lambda_path |